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Futures pricing in electricity markets based on stable CARMA spot models

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The forward premium in the Nord Pool power market

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Can market power in the electricity spot market translate into market power in the hedge market?

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The relationship between day-ahead and futures prices in the electricity markets : an empirical analysis on Italy, France, Germany and Switzerland

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The overnight risk premium in electricity forward contracts

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The Overnight Risk Premium in Electricity Forward Contracts

Fleten, Stein-Erik - 2015

approach. The derivatives in these markets can be characterized as trading products and hedging products. Each contract shows a … on the hedging pattern of producers and retailers. Incorporating this in regressions we find that there are higher risk …

Persistent link: https://www.econbiz.de/10013031389